Chartis: xVA today: packing a competitive punch

In an industry already awash with acronyms, risk managers and finance analysts have had to add a whole new family of abbreviations to their lexicon, in the form of xVA. But what is xVA, what new requirements does it impose on the industry, and how should Financial Institutions (FIs) address it?

xVA encompasses a set of derivative pricing metrics that allow FIs to incorporate various factors into their valuations of individual positions. The original xVA, Credit Valuation Adjustment (CVA), is

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